Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -93.55% |
Year to date (YTD) | -77.27% |
1 month | -72.22% |
3 months | -82.14% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 202.40 |
Premium | 0.07% |
Premium p.a. | 1.60% |
Leverage | 47.10 |
Implied volatility | 0.23 |
ISIN | CH1268375537 |
Symbol | SCHIRZ |
Security | 126837553 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Schindler Hldg PS I, CH0024638196 |
Underlying ISIN | CH0024638196 |
Strike | 248.92 |
C/P type | call |
Subscription ratio | 19.91 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 19.91357 |
Value day | 21.06.2023 |
Premium | 7.47% |
Premium p.a. | 160.34% |
Leverage | 582.50 |
Implied volatility | 22.55% |
Moneyness | out-of-the-money |
Leverage | 47.0985 |
Delta | 0.0809 |
Gamma | 0.0007 |
Theta | -0.0025 |
Rho | 0.0004 |
Vega | 0.0037 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 250.40 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 261.50 |
LOGITECH INT. | 90.10 |
Swiss Re | 112.20 |
ABB Ltd | 50.28 |
Sika AG | 269.80 |
Name | Price |
---|---|
Lonza Group | 489.20 |
GEBERIT N | 545.00 |
ROCHE GS | 240.90 |
SWISSCOM N | 497.80 |
UBS | 27.72 |